Morgan Stanley Call 122.5 NVO 20.09.2024
/ DE000ME1ZAX6
Morgan Stanley Call 122.5 NVO 20..../ DE000ME1ZAX6 /
| 09/08/2024 18:12:54 |
Chg.+0.38 |
Bid22:00:34 |
Ask22:00:34 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.20EUR |
+46.34% |
-
Bid Size: - |
-
Ask Size: - |
Novo Nordisk |
122.50 USD |
20/09/2024 |
Call |
Master data
| WKN: |
ME1ZAX |
| Issuer: |
Morgan Stanley |
| Currency: |
EUR |
| Underlying: |
Novo Nordisk |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
122.50 USD |
| Maturity: |
20/09/2024 |
| Issue date: |
12/10/2023 |
| Last trading day: |
20/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
1.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.27 |
| Parity: |
1.00 |
| Time value: |
0.24 |
| Break-even: |
124.62 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.01 |
| Spread %: |
0.81% |
| Delta: |
0.79 |
| Theta: |
-0.06 |
| Omega: |
7.77 |
| Rho: |
0.09 |
Quote data
| Open: |
0.96 |
| High: |
1.20 |
| Low: |
0.96 |
| Previous Close: |
0.82 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.71% |
| 1 Month |
|
|
-33.70% |
| 3 Months |
|
|
-4.00% |
| YTD |
|
|
+126.42% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.20 |
0.82 |
| 1M High / 1M Low: |
2.00 |
0.82 |
| 6M High / 6M Low: |
2.49 |
0.82 |
| High (YTD): |
25/06/2024 |
2.49 |
| Low (YTD): |
25/01/2024 |
0.45 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.25% |
| Volatility 6M: |
|
192.80% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
